MBLY gamma max, delta neutral & open interest levels
As of close · rank #348 by open interest · 891 sessions of history since Nov 3, 2022
MBLY closed 19.7% below its gamma max of 9.88. It is 0.8% above the delta neutral price of 8.18. Total open interest is 253,959, -3.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 18 |
| Open interest percentile (1y) | 15th |
| Open interest change, 5 sessions | -2.4% |
| Open interest change, 21 sessions | -9.2% |
| History available | Nov 3, 2022 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 8.25 vs 8.18 (+0.8%)
- closed below delta neutral at 8.21 vs 8.25 (-0.5%)
- closed above delta neutral at 8.70 vs 8.24 (+5.3%)
- closed below delta neutral at 7.87 vs 7.97 (-1.3%)
- closed above delta neutral at 7.72 vs 7.72 (+0.0%)
- closed below delta neutral at 9.40 vs 9.44 (-0.4%)
- closed above delta neutral at 9.63 vs 9.48 (+1.6%)
- closed below delta neutral at 9.51 vs 9.87 (-3.8%)
- closed above delta neutral at 10.15 vs 9.96 (+1.8%)
- closed below delta neutral at 9.80 vs 10.02 (-2.2%)
In today's screens
Neighbours by open interest
Questions people ask about MBLY
Where is MBLY's gamma max today?
As of Sep 11, 2026, the gamma max for MBLY is 9.88, +19.7% from the 8.25 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is MBLY above or below its delta neutral price?
MBLY closed above delta neutral: 8.25 against a delta neutral price of 8.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MBLY have?
253,959 contracts of open interest across 283 listed contracts on Sep 11, 2026, -3.9% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.